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About the Role

As a Quantitative Risk Manager, you will play a key role in shaping Swiss Re's market and credit risk methodologies, supporting risk measurement across reinsurance and capital markets activities.

Responsibilities

• Develop and maintain market and credit risk methodologies for Swiss Re's reinsurance and capital market portfolios.
• Translate methodology requirements into clear technical specifications and support implementation into risk systems.
• Prototype and analyse financial datasets and risk feeds used within the Internal Capital Model.
• Partner with Finance, Risk, and Technology teams to ensure accurate risk representation and data integrity.
• Support the onboarding of new reinsurance and capital market transactions by designing appropriate risk capture methodologies.
• Enhance risk systems to reflect evolving portfolio characteristics, market dynamics, and regulatory requirements.
• Contribute to the integrity of Swiss Re's Internal Capital Model, ensuring methodologies remain robust, transparent, and fit for purpose.
• Serve as a subject matter expert on market and credit risk methodologies, providing advice and insight to senior stakeholders, including the Heads of Market Risk and Credit Risk.

Requirements

• An actuarial qualification or equivalent quantitative background, together with a university degree in mathematics, statistics, actuarial science, finance, physics, or a related discipline.
• Significant experience in insurance, reinsurance, risk management, or a related financial services environment.
• Strong understanding of capital markets, financial risk modelling, and risk methodology development.
• Experience analysing how changes in market and credit conditions affect economic, regulatory, and accounting outcomes.
• Knowledge of IFRS 9 and IFRS 17, SST financial data, and an understanding of local statutory reporting frameworks.
• Experience with internal capital models, model governance, or regulatory capital frameworks such as SST or Solvency II.
• Strong analytical skills with experience working with large and complex datasets.
• The ability to learn new systems and technologies quickly and apply quantitative insights to practical business challenges.
• A collaborative, proactive mindset with a strong sense of ownership and continuous improvement.

Skills

• Programming proficiency in tools such as R, Python, and/or DAX.

Location

• London
• Zurich
• Bangalore

Work Type

• Hybrid

Education Level

• University degree in mathematics, statistics, actuarial science, finance, physics, or a related discipline
• Actuarial qualification

Salary/Compensations

• GBP 86,000 - GBP 130,000

About the Company

• Swiss Re is one of the world’s leading providers of reinsurance, insurance and other forms of insurance-based risk transfer, working to make the world more resilient.
• We anticipate and manage a wide variety of risks, from natural catastrophes and climate change to cybercrime.
• Combining experience with creative thinking and cutting-edge expertise, we create new opportunities and solutions for our clients.
• This is possible thanks to the collaboration of more than 15,000 employees across the world.
• Our success depends on our ability to build an inclusive culture encouraging fresh perspectives and innovative thinking.
• We embrace a workplace where everyone has equal opportunities to thrive and develop professionally regardless of their age, gender, race, ethnicity, gender identity and/or expression, sexual orientation, physical or mental ability, skillset, thought or other characteristics.
• In our inclusive and flexible environment everyone can bring their authentic selves to work and their passion for sustainability.
• If you are an experienced professional returning to the workforce after a career break, we encourage you to apply for open positions that match your skills and experience.

Equal Opportunity

• We embrace a workplace where everyone has equal opportunities to thrive and develop professionally regardless of their age, gender, race, ethnicity, gender identity and/or expression, sexual orientation, physical or mental ability, skillset, thought or other characteristics.
• In our inclusive and flexible environment everyone can bring their authentic selves to work and their passion for sustainability.